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Richard Moss

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Posts: 4

Joined: 6/29/2020
Location: Cape Town, South Africa

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Subject : RE: Short Strangles
Posted : 7/3/2020 12:00 PM
Post #47372 - In reply to #47360

Hi Larry

Thanks that's a great starting point. What does Volume >= 75% mean? (% of what?)

Do you look at IV Rank at all when identifying Short Strangles? Seems to work well as you tend to get better IV contraction if you start with an IV Rank around 50 and above? (TT ideas not mine).

Richard


Deleting message 47372 : RE: Short Strangles


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